My NAD tuner manual states that the FM antennae connection to use is the supplied balun connector but I don't have one as I bought the tuner used through Audiogon. Saw antennae for sale with F connector which certainly will physically fit, but will damage result?

Are you sure that's what it says, or is it describing how to use the supplied antenna?

If it has an F connector it was surely designed to work with that type of antenna. A lot of receivers/tuners come with an cheap T shaped, balanced antenna made from 300 ohm antenna wire, and if you want to use that antenna you would need the balun, but a better antenna with a 75 ohm connector will give better performance.

When I say better I mean it will get better reception for weak stations, but if you get everything you want with the supplied antenna there is no need to spend any money on a different one. As long as it gets a strong enough signal to lock on it won't sound any different with a more expensive one.

A more expensive and presumably better antenna will provide increased "gain," which can make a significant difference in the amount of background hiss that will be heard when listening to signals that are less than strong. Also, higher gain correlates with sharper directionality, which can reduce multipath distortion, a common problem with FM reception The downside of that, though, is that the direction in which the antenna is aimed, relative to the direction of the particular station's antenna, may become more critical.

BTW, baluns for matching 300 ohm twinlead to 75 ohm F-connectors (or coaxial cable) are widely and inexpensively available, as are the simple 300 ohm wire dipole antennas that Herman referred to. There is undoubtedly nothing unique about the balun that was originally supplied with the NAD, and if you are in a strong signal area (for the stations you would want to listen to) purchasing a balun and a wire dipole antenna MIGHT get you satisfactory results for not much more than $10.